-5.8%
QBTS vs IYR
+42.3%
-48.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.9% |
| 7D | -10.5% | +0.6% | -11.1% | -10.7% |
| 30D | -20.5% | +6.6% | -27.1% | -23.4% |
| 3M | -54.3% | -1.8% | -52.4% | -53.7% |
| 6M | -55.4% | +1.4% | -56.9% | -56.1% |
| YTD | -63.4% | +10.5% | -74.0% | -65.7% |
| 1Y | -59.1% | +10.6% | -69.8% | -61.7% |
| 3Y | +1,216.8% | +41.8% | +1,175.0% | +1,017.5% |
| 5Y | -2.6% | +6.0% | -8.7% | -14.3% |
| All | -5.8% | +42.3% | -48.1% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IYR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling